Dear list,

I'm using solve(A,b) to solve (!) a linear system, where A is a large (100 x 100) symmetric, dense, complex matrix. The precise structure of A is block-Toeplitz, which means that the best algorithm for inversion would probably be based on fft. Anyway, I'm looking for an iterative solver similar to Matlab's GMRES (Generalized Minimal Residual) routine as I could use an initial guess (I need to slightly change the linear system many times) and specify the maximum number of iterations or a level of accuracy to maintain an acceptable computation time. Do you know of an R interface to such iterative schemes?

Best regards,

baptiste



_____________________________

Baptiste AuguiƩ

School of Physics
University of Exeter
Stocker Road,
Exeter, Devon,
EX4 4QL, UK

Phone: +44 1392 264187

http://newton.ex.ac.uk/research/emag

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